A fixed point method for the linear complementarity problem arising from American option pricing (Q519227): Difference between revisions
From MaRDI portal
Removed claims |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fixed point method for the linear complementarity problem arising from American option pricing |
scientific article |
Statements
A fixed point method for the linear complementarity problem arising from American option pricing (English)
0 references
4 April 2017
0 references
American option pricing
0 references
finite difference method
0 references
fixed point method
0 references
linear complementarity problem
0 references
